Index

A

accept_incoming_connections() (in module server) add_admin_user() (in module system.portfolio.users) add_beta() (system.ai_modeling.ga_portfolio.GAPortfolio method) add_trade() (system.ai_modeling.ga_portfolio.Stock method) admin_view_users() (in module app) after_request() (in module system) ai_back_test() (in module app)

ai_back_test_plot() (in module app) ai_build_model() (in module app) ai_probation_test() (in module app) ai_trading() (in module app) app module authenticated (system.portfolio.models.User attribute)

B

BOOK_INQUIRY_REQ (system.sim_trading.network.PacketTypes attribute) BOOK_INQUIRY_RSP (system.sim_trading.network.PacketTypes attribute) build_ga_model() (in module system.ai_modeling.ga_portfolio_select)

build_model() (in module app) build_pair_trading_model() (in module system.stat_arb.pair_trading) buy() (in module app)

C

calculate_beta_and_trend() (system.ai_modeling.ga_portfolio.GAPortfolio method) calculate_daily_cumulative_return() (system.ai_modeling.ga_portfolio.GAPortfolio method) (system.ai_modeling.ga_portfolio.Stock method) calculate_daily_return() (system.ai_modeling.ga_portfolio.Stock method) calculate_expected_beta() (system.ai_modeling.ga_portfolio.GAPortfolio method) calculate_expected_return() (system.ai_modeling.ga_portfolio.Stock method) calculate_expected_risk_free_rate() (system.ai_modeling.ga_portfolio.Stock method) calculate_jensen_measure() (system.ai_modeling.ga_portfolio.GAPortfolio method) calculate_portfolio_return() (system.ai_modeling.ga_portfolio.GAPortfolio method) calculate_profit_loss() (system.ai_modeling.ga_portfolio.ProbationTestTrade method) calculate_risk_free_rate() (system.ai_modeling.ga_portfolio.Stock method) calculate_score() (system.ai_modeling.ga_portfolio.GAPortfolio method) calculate_sharpe_ratio() (system.ai_modeling.ga_portfolio.GAPortfolio method) calculate_treynor_measure() (system.ai_modeling.ga_portfolio.GAPortfolio method) calculate_volatility() (system.ai_modeling.ga_portfolio.Stock method) calculate_yield() (system.ai_modeling.ga_portfolio.GAPortfolio method) cash (system.portfolio.models.User attribute) check_table_empty() (system.database.fre_database.FREDatabase method) clear_table() (system.database.fre_database.FREDatabase method) CLIENT_LIST_REQ (system.sim_trading.network.PacketTypes attribute)

CLIENT_LIST_RSP (system.sim_trading.network.PacketTypes attribute) client_receive() (in module system.sim_trading.client) ClientConfig (class in system.utility.config) close() (system.utility.helpers.FREWriter method) close_trades() (in module server) cointegration_all_test() (in module system.stat_arb.pair_trading) cointegration_test() (in module system.stat_arb.pair_trading) confirm (system.portfolio.forms.RegisterForm attribute) confirm_email() (in module app) CONNECTION_NONE (system.sim_trading.network.PacketTypes attribute) CONNECTION_REQ (system.sim_trading.network.PacketTypes attribute) CONNECTION_RSP (system.sim_trading.network.PacketTypes attribute) create_buy_transaction() (system.database.fre_database.FREDatabase method) create_market_interest() (in module server) create_populate_tables() (in module system.ai_modeling.ga_portfolio_select) create_sell_transaction() (system.database.fre_database.FREDatabase method) create_stock_pairs() (in module system.stat_arb.pair_trading) create_table() (system.database.fre_database.FREDatabase method) create_trade() (system.stat_arb.pair_trading.StockPair method) crossover_and_mutate() (in module system.ai_modeling.ga_portfolio_select) current_logged_in (system.portfolio.models.User attribute)

D

deserialize() (system.sim_trading.network.Packet method)

drop_table() (system.database.fre_database.FREDatabase method)

E

email (system.portfolio.forms.EmailForm attribute) (system.portfolio.forms.LoginForm attribute) (system.portfolio.forms.RegisterForm attribute) (system.portfolio.models.User attribute) email_change() (in module app) email_confirmed (system.portfolio.models.User attribute) email_confirmed_on (system.portfolio.models.User attribute) EmailForm (class in system.portfolio.forms)

END_REQ (system.sim_trading.network.PacketTypes attribute) END_RSP (system.sim_trading.network.PacketTypes attribute) enter_a_new_order() (in module system.sim_trading.client) EODMarketData (class in system.market_data.fre_market_data) error_page() (in module system.utility.helpers) errorhandler() (in module system.utility.helpers) execute_sql_statement() (system.database.fre_database.FREDatabase method) extract_spy() (in module system.ai_modeling.ga_portfolio_select) extract_us10y() (in module system.ai_modeling.ga_portfolio_select)

F

first_name (system.portfolio.forms.RegisterForm attribute) (system.portfolio.models.User attribute) flush() (system.utility.helpers.FREWriter method)

FREDatabase (class in system.database.fre_database) FREWriter (class in system.utility.helpers) Fundamental (class in system.ai_modeling.ga_portfolio)

G

ga_back_test() (in module system.ai_modeling.ga_portfolio_back_test) ga_back_test_plot() (in module system.ai_modeling.ga_portfolio_back_test) ga_probation_test() (in module system.ai_modeling.ga_portfolio_probation_test) GAPortfolio (class in system.ai_modeling.ga_portfolio) generate_qty() (in module server) get_client_list() (in module system.sim_trading.client) get_daily_data() (system.market_data.fre_market_data.EODMarketData method) get_fundamental_data() (system.market_data.fre_market_data.EODMarketData method) get_id() (system.portfolio.models.User method) get_intraday_data() (system.market_data.fre_market_data.EODMarketData method) get_market_status() (in module system.sim_trading.client) get_order_book() (in module system.sim_trading.client) get_portfolio() (system.database.fre_database.FREDatabase method)

get_price() (system.market_data.fre_market_data.IEXMarketData method) get_python_pid() (in module system.utility.helpers) get_quote() (in module app) (system.market_data.fre_market_data.IEXMarketData method) get_response() (in module system.sim_trading.client) get_sp500_sectors() (system.database.fre_database.FREDatabase method) get_sp500_symbol_map() (system.database.fre_database.FREDatabase method) get_sp500_symbols() (system.database.fre_database.FREDatabase method) get_stock() (system.ai_modeling.ga_portfolio.GAPortfolio method) get_stock_list() (in module server) (in module system.sim_trading.client) get_transaction() (system.database.fre_database.FREDatabase method) get_user() (system.database.fre_database.FREDatabase method)

H

handle_client() (in module server)

history() (in module app)

I

IEXMarketData (class in system.market_data.fre_market_data) index() (in module app) is_active() (system.portfolio.models.User property)

is_anonymous() (system.portfolio.models.User property) is_authenticated() (system.portfolio.models.User property) is_correct_password() (system.portfolio.models.User method)

J

join_trading_network() (in module system.sim_trading.client)

L

last_logged_in (system.portfolio.models.User attribute) last_name (system.portfolio.forms.RegisterForm attribute) (system.portfolio.models.User attribute) launch_server() (in module server) load_user() (in module system)

login() (in module app) login_required() (in module system.utility.helpers) LoginForm (class in system.portfolio.forms) logon() (in module system.sim_trading.client) logout() (in module app) lookup() (in module system.utility.helpers)

M

market_data_fundamentals() (in module app) market_data_sp500() (in module app) market_data_sp500_sectors() (in module app) market_data_spy() (in module app) market_data_stock() (in module app) market_data_us10y() (in module app) MARKET_STATUS_REQ (system.sim_trading.network.PacketTypes attribute) MARKET_STATUS_RSP (system.sim_trading.network.PacketTypes attribute) model_back_testing() (in module app) model_probation_testing() (in module app) module app server system system.ai_modeling system.ai_modeling.ga_portfolio system.ai_modeling.ga_portfolio_back_test system.ai_modeling.ga_portfolio_main system.ai_modeling.ga_portfolio_probation_test system.ai_modeling.ga_portfolio_select system.database system.database.fre_database system.market_data system.market_data.fre_market_data system.portfolio system.portfolio.forms system.portfolio.models system.portfolio.users system.sim_trading system.sim_trading.client system.sim_trading.network system.stat_arb system.stat_arb.pair_trading system.utility system.utility.config system.utility.helpers

N

NEW_ORDER_REQ (system.sim_trading.network.PacketTypes attribute)

NEW_ORDER_RSP (system.sim_trading.network.PacketTypes attribute)

P

Packet (class in system.sim_trading.network) PacketTypes (class in system.sim_trading.network) pair_trade_back_test() (in module system.stat_arb.pair_trading) pair_trade_probation_test() (in module system.stat_arb.pair_trading) pair_trading() (in module app) password (system.portfolio.forms.LoginForm attribute) (system.portfolio.forms.PasswordForm attribute) (system.portfolio.forms.RegisterForm attribute) (system.portfolio.models.User attribute) PasswordForm (class in system.portfolio.forms) populate_fundamental_data() (system.market_data.fre_market_data.EODMarketData method)

populate_intraday_order_map() (in module server) populate_intraday_stock_data() (system.market_data.fre_market_data.EODMarketData method) populate_order_table() (in module server) populate_portfolio() (system.ai_modeling.ga_portfolio.GAPortfolio method) populate_portfolio_by_symbols() (system.ai_modeling.ga_portfolio.GAPortfolio method) populate_portfolio_fundamentals() (system.ai_modeling.ga_portfolio.GAPortfolio method) populate_sp500_data() (system.market_data.fre_market_data.EODMarketData method) populate_stock_data() (in module system.stat_arb.pair_trading) (system.market_data.fre_market_data.EODMarketData method) portfolio() (in module app) previous_working_day() (in module system.ai_modeling.ga_portfolio_probation_test) ProbationTestTrade (class in system.ai_modeling.ga_portfolio)

Q

quit_connection() (in module system.sim_trading.client)

R

register() (in module app) registered_on (system.portfolio.models.User attribute) RegisterForm (class in system.portfolio.forms)

resend_email_confirmation() (in module app) reset() (in module app) reset_with_token() (in module app) role (system.portfolio.models.User attribute)

S

sell() (in module app) send_async_email() (in module system.portfolio.users) send_confirmation_email() (in module system.portfolio.users) send_email() (in module system.portfolio.users) send_msg() (in module system.sim_trading.client) send_password_reset_email() (in module system.portfolio.users) serialize() (system.sim_trading.network.Packet method) server module server_down() (in module system.sim_trading.client) SERVER_DOWN_REQ (system.sim_trading.network.PacketTypes attribute) SERVER_DOWN_RSP (system.sim_trading.network.PacketTypes attribute) server_receive() (in module server) ServerConfig (class in system.utility.config) set_event() (in module system.sim_trading.client) set_market_status() (in module server) set_password (system.portfolio.models.User attribute) sim_auto_trading() (in module app) sim_server_down() (in module app) sim_server_up() (in module app) sim_trading() (in module app) start_server_process() (in module app) Stock (class in system.ai_modeling.ga_portfolio) STOCK_LIST_REQ (system.sim_trading.network.PacketTypes attribute) STOCK_LIST_RSP (system.sim_trading.network.PacketTypes attribute) STOCK_REQ (system.sim_trading.network.PacketTypes attribute) STOCK_RSP (system.sim_trading.network.PacketTypes attribute) StockPair (class in system.stat_arb.pair_trading) system module system.ai_modeling module system.ai_modeling.ga_portfolio module system.ai_modeling.ga_portfolio_back_test module system.ai_modeling.ga_portfolio_main module

system.ai_modeling.ga_portfolio_probation_test module system.ai_modeling.ga_portfolio_select module system.database module system.database.fre_database module system.market_data module system.market_data.fre_market_data module system.portfolio module system.portfolio.forms module system.portfolio.models module system.portfolio.users module system.sim_trading module system.sim_trading.client module system.sim_trading.network module system.stat_arb module system.stat_arb.pair_trading module system.utility module system.utility.config module system.utility.helpers module

T

Trade (class in system.ai_modeling.ga_portfolio)

U

update_betas() (system.stat_arb.pair_trading.StockPair method) update_market_status() (in module server) update_stock() (system.ai_modeling.ga_portfolio.GAPortfolio method) update_trades() (system.stat_arb.pair_trading.StockPair method)

usd() (in module system.utility.helpers) User (class in system.portfolio.models) user_id (system.portfolio.models.User attribute) user_password_change() (in module app) user_profile() (in module app)

W

wait_for_an_event() (in module system.sim_trading.client)

write() (system.utility.helpers.FREWriter method)